+46.6%
ARMK vs FIVE
+66.7%
-20.1%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.4% |
| 7D | -2.4% | +4.3% | -6.7% | -2.9% |
| 30D | 0.0% | +12.5% | -12.5% | -1.4% |
| 3M | +6.7% | +31.2% | -24.6% | +2.9% |
| 6M | +38.8% | +14.4% | +24.4% | +36.4% |
| YTD | +55.2% | +33.9% | +21.3% | +49.8% |
| 1Y | +46.6% | +65.1% | -18.4% | +38.1% |
| All | +46.6% | +66.7% | -20.1% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling